-99.2%
MSTZ vs QSR
+21.4%
-120.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.7% |
| 7D | +21.1% | +4.5% | +16.7% | +23.7% |
| 30D | +40.1% | +9.4% | +30.7% | +45.8% |
| 3M | -66.1% | +7.5% | -73.6% | -65.1% |
| 6M | -20.7% | -0.8% | -19.9% | -19.8% |
| YTD | -78.6% | +16.9% | -95.5% | -77.5% |
| 1Y | -55.5% | +16.3% | -71.8% | -53.5% |
| All | -99.2% | +21.4% | -120.7% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling